+5,744.5%
MU vs CMG
+326.7%
+5,417.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | +2.0% | -3.8% | +5.8% | +3.3% |
| 30D | +12.5% | +12.9% | -0.4% | +7.6% |
| 3M | +9.6% | +18.8% | -9.2% | +2.0% |
| 6M | +142.6% | +4.1% | +138.5% | +133.6% |
| YTD | +242.7% | -2.4% | +245.0% | +236.3% |
| 1Y | +599.3% | -6.7% | +605.9% | +588.5% |
| 3Y | +1,308.3% | -7.1% | +1,315.4% | +1,263.3% |
| 5Y | +1,263.7% | -5.0% | +1,268.7% | +1,169.2% |
| All | +5,744.5% | +326.7% | +5,417.8% | +3,433.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling